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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0547	16.47***
α ARCH Response to squared shocks	0.0544	17.40***
β GARCH Volatility persistence	0.9376	424.81***
γ leverage Additional response to negative shocks	-0.0111	-2.30**

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Chicago SRW Wheat GJR-GARCH Volatility Analysis

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